+237.0%
HOOD vs ESTC
-39.8%
+276.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -2.1% |
| 7D | +13.4% | -4.3% | +17.7% | +16.0% |
| 30D | +25.8% | +17.7% | +8.1% | +13.8% |
| 3M | +38.0% | +42.3% | -4.3% | +12.8% |
| 6M | +52.2% | +64.6% | -12.4% | +15.2% |
| YTD | +3.7% | +17.2% | -13.5% | -8.3% |
| 1Y | +0.1% | -4.2% | +4.3% | -3.8% |
| 3Y | +992.6% | +13.5% | +979.0% | +750.5% |
| 5Y | +193.0% | -45.5% | +238.5% | +191.0% |
| All | +237.0% | -39.8% | +276.8% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling